+87.0%
NUE vs MSTZ
-99.1%
+186.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.8% | +5.3% | +1.4% |
| 7D | -0.6% | +17.0% | -17.7% | +0.1% |
| 30D | -4.6% | -61.8% | +57.2% | -8.0% |
| 3M | -0.3% | -54.6% | +54.3% | -1.8% |
| 6M | +51.9% | -59.3% | +111.1% | +50.9% |
| YTD | +60.0% | -74.6% | +134.6% | +58.9% |
| 1Y | +82.9% | -18.8% | +101.7% | +99.8% |
| All | +87.0% | -99.1% | +186.2% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSTZ.
Daily Out/Under-Performance
Portfolio return minus MSTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSTZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MSTZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling